Why "Exploratory moves do not result in any learning"?
I believe this is a pedagogical decision. Because the sentence occurs in the first chapter of the book, I think the authors are trying to avoid the objection that a neophyte might make: learning from random movements seems like it will cause you to learn strange behaviors. 

Certainly, the statement is inaccurate. We need only reach page 26 to see a counterexample: The Q-learning equation (2.1) sums over all actions, not just the greedy ones. This also applies to the temporal difference learning method specified in Chapter 6, which is the method Figure 1.1 is discussing.